Bond Risk Premia (AER 2005)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
John H. Cochrane, Monika Piazzesi Bond Risk Premia AER 2005 1 138 - 160 G0, G1, E0, E4 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website bond return regression, multiple lag regressions Time series, Macro Fama-Bliss Data from, Center for Research in Security Prices (CRSP) USA MATLAB

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1257/0002828053828581 IDEAS: a/aea/aecrev/v95y2005i1p138-160.html EconPapers: RePEc:aea:aecrev:v:95:y:2005:i:1:p:138-160


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